| Metric | 12547967:btcusd:triple_gx:lsma167_86_62 | 12547967:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 46.11% | 27.92% |
| Max Drawdown | -17.37% | -28.38% |
| Sharpe | 0.89 | 0.42 |
| Sortino | 1.46 | 0.6 |
| Payoff Ratio | 1.27 | 1.26 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 1.73 | 0.99 |
| CPC Index | 0.82 | 0.69 |
| Tail Ratio | 1.34 | 0.93 |
| Outlier Win Ratio | 19.6 | 3.77 |
| Outlier Loss Ratio | 3.6 | 3.21 |
| Volatility (ann.) | 14.14% | 26.18% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.4 | 1.24 |
| Skew | 1.73 | 0.13 |
| Kurtosis | 24.49 | 6.48 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.86% | 2.49% |
| Expected Yearly % | 20.88% | 13.1% |
| Kelly Criterion | 10.5% | 12.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.22% |
| Expected Shortfall (cVaR) | -1.18% | -2.22% |
| Year | 12547967:BTCUSD | 12547967:btcusd:triple_gx:lsma167_86_62 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 67.78 | 1.78 | + |
| 2025 | -7.32 | -12.92 | 1.76 | - |
| Metric | 12547967:btcusd:triple_gx:lsma167_86_62 | 12547967:BTCUSD |
|---|---|---|
| MTD | 2.87% | 2.63% |
| 3M | -12.92% | -12.25% |
| 6M | 24.91% | 34.61% |
| YTD | -12.92% | -7.32% |
| 1Y | 46.11% | 27.92% |
| 3Y (ann.) | 59.11% | 35.2% |
| 5Y (ann.) | 59.11% | 35.2% |
| Metric | 12547967:btcusd:triple_gx:lsma167_86_62 | 12547967:BTCUSD |
|---|---|---|
| Max Drawdown | -17.37% | -28.38% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -2.48% | -4.56% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 2.65 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-26 | -17.37 | 78 |
| 2024-08-27 | 2024-09-19 | -7.74 | 23 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 12547967:btcusd:triple_gx:lsma167_86_62 | 12547967:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.96% | -12.33% |
| Best Month | 42.7% | 37.42% |
| Worst Month | -8.02% | -17.69% |
| Best Year | 67.78% | 38.02% |
| Worst Year | -12.92% | -7.32% |
| Avg. Up Day | 1.05% | 1.05% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 5.79% | 8.24% |
| Avg. Down Week | -3.86% | -6.71% |
| Avg. Up Month | 16.0% | 12.63% |
| Avg. Down Month | -4.34% | -13.21% |
| Win Days % | 50.0% | 51.34% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 59.09% | 52.27% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |